I have this feature with a nice little master page inserted through a feature, and it works fine. Now I'm looking into theming, created a composable look. To choose this look in the design manager though, I need a preview file. I've successfully done this by simply manually uploading a preview file (just a copy of a default one).

Obviously I don't want to have to keep doing this, so I added it to the masterpage feature, added the file to the elements file. But when I deploy and check the Master pages and page layouts, the preview file is not there. The master page is, as well as the seattle and oslo master pages and their preview files.